-10.7%
TLT vs INVH
+75.4%
-86.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.6% |
| 30D | -1.1% | -7.5% | +6.4% | -1.2% |
| 3M | -4.9% | -5.5% | +0.7% | -4.9% |
| 6M | -5.0% | +11.7% | -16.7% | -4.9% |
| YTD | -4.4% | +1.3% | -5.7% | -4.4% |
| 1Y | -6.4% | -6.1% | -0.3% | -6.5% |
| 3Y | -2.0% | -9.8% | +7.8% | -2.1% |
| 5Y | -35.0% | -19.7% | -15.3% | -35.7% |
| All | -10.7% | +75.4% | -86.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling